+99.5%
KEYS vs LTH
+150.3%
-50.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | -3.7% | +4.7% | +1.8% |
| 30D | -5.3% | -5.3% | +0.1% | -4.2% |
| 3M | +0.5% | +24.2% | -23.7% | -4.8% |
| 6M | +14.0% | +54.8% | -40.8% | +2.1% |
| YTD | +60.3% | +56.1% | +4.2% | +42.7% |
| 1Y | +91.3% | +45.5% | +45.8% | +72.7% |
| 3Y | +146.1% | +155.9% | -9.7% | +90.4% |
| All | +99.5% | +150.3% | -50.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling